daytrend

12/28/2016

Filed under: Market Stats — daytrend @ 2:36 pm

Market Stats at 2:35 pm ET
by daytrend on 20161228. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 874.

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IF YOU USE ANY OF THESE STATS, YOU SHOULD IMPLEMENT THEM ON YOUR PLATFORM.

COMPARED TO YESTERDAY’S RANGE (20161228 2:35 pm ET)
1.8% of stocks are above yesterday’s high.
9.3% are above yesterday’s midpoint. (90.7% are below.)
70.7% are below yesterday’s low.
27.5% are inside yesterday’s range.
33.0% of stocks with today’s high > yesterday’s high. (67.0% less than).
83.3% of stocks with today’s low < yesterday’s low. (16.7% greater than).

EVIDENCE OF INTRADAY TREND (20161228 2:35 pm ET)
4.9% of stocks are above today’s open. (94.5% are below).
3.9% of stocks are above today’s open and yesterday’s close.
93.1% are below both.
11.6% of stocks opened above yesterday’s high.
64.8% of stocks opened above yesterday’s close. (29.7% opened below yesterday’s close).
7.7% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20161228 2:35 pm ET)
0.0% of stocks are in the top 10% of today’s range.
0.8% are in the top 20%.
7.3% are in the top half. 92.7% of stocks are in the bottom half of today’s range.
66.0% are in the bottom 20%.
36.6% are in the bottom 10%.

GAIN (20161228 2:35 pm ET)
5.6% of stocks are above yesterday’s close. (94.4% are below.)
0.1% are up 4.5% or more. 1.0% are down 4.5% or more.
0.1% are up 3.5% or more. 2.5% are down 3.5% or more.
45.0% are between +1% and -1%.

RSI on DAILY (20161228 2:35 pm ET)
2-day: >=95:1.1%…>=90:2.2%…>=80:3.8%…>=50:11.6%…<=20:44.2%…<=10:18.0%…<=5:6.9%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:41.5%…<=20:0.2%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:53.3%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161228 2:35 pm ET)
1.8% above previous 1 highs, 70.7% below previous 1 lows
1.7% above previous 2 highs, 46.8% below previous 2 lows
1.3% above previous 3 highs, 35.1% below previous 3 lows
1.1% above previous 4 highs, 32.0% below previous 4 lows
1.1% above previous 5 highs, 28.4% below previous 5 lows
1.0% above previous 6 highs, 22.9% below previous 6 lows
1.0% above previous 7 highs, 19.3% below previous 7 lows
1.0% above previous 8 highs, 15.3% below previous 8 lows
0.3% above previous 9 highs, 14.4% below previous 9 lows
0.3% above previous 10 highs, 13.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161228 2:35 pm ET)
5.6% are above or equal to 12/27 close (1 days ago), 94.4% are below.
21.5% are above or equal to 12/23 close (2 days ago), 78.5% are below.
30.0% are above or equal to 12/22 close (3 days ago), 70.0% are below.
24.0% are above or equal to 12/21 close (4 days ago), 76.0% are below.
21.5% are above or equal to 12/20 close (5 days ago), 78.5% are below.
32.7% are above or equal to 12/19 close (6 days ago), 67.3% are below.
40.7% are above or equal to 12/16 close (7 days ago), 59.3% are below.
39.5% are above or equal to 12/15 close (8 days ago), 60.5% are below.
45.3% are above or equal to 12/14 close (9 days ago), 54.7% are below.
29.6% are above or equal to 12/13 close (10 days ago), 70.4% are below.
34.1% are above or equal to 12/12 close (11 days ago), 65.9% are below.
28.7% are above or equal to 12/9 close (12 days ago), 71.3% are below.
29.1% are above or equal to 12/8 close (13 days ago), 70.9% are below.
36.3% are above or equal to 12/7 close (14 days ago), 63.7% are below.
51.0% are above or equal to 12/6 close (15 days ago), 49.0% are below.
55.5% are above or equal to 12/5 close (16 days ago), 44.5% are below.
63.6% are above or equal to 12/2 close (17 days ago), 36.4% are below.
65.1% are above or equal to 12/1 close (18 days ago), 34.9% are below.
59.7% are above or equal to 11/30 close (19 days ago), 40.3% are below.
55.8% are above or equal to 11/29 close (20 days ago), 44.2% are below.
57.2% are above or equal to 11/28 close (21 days ago), 42.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161228 2:35 pm ET)
20d: 4.7% new highs, 7.7% new lows
21d: 4.7% new highs, 7.7% new lows
42d: 4.1% new highs, 2.4% new lows
63d: 3.4% new highs, 2.3% new lows
126d: 3.1% new highs, 1.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161228 2:35 pm ET)
2-day: 5.1% above, 94.9% below
3-day: 11.1% above, 88.9% below
4-day: 15.7% above, 84.3% below
5-day: 17.5% above, 82.5% below
8-day: 23.1% above, 76.9% below
10-day: 27.7% above, 72.3% below
20-day: 41.9% above, 58.1% below
50-day: 65.9% above, 34.1% below
200-day: 66.0% above, 34.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161228 2:35 pm ET)
META(28): -0.34% Top=SSRI CLF SLW ABX GG AGI FNV AEM ….. STLD CMC AKS SLCA ARNC FMSA CCJ X=Bottom (Metals & Mining)
CONS(52): -0.50% Top=KATE COH VFC UAA SPB LULU NWL SKX ….. SEE COTY FBHS PBI GOLF GT OI KS=Bottom (Consumer)
INSU(33): -0.81% Top=TRV CLGX ALL RGA AIZ FAF AON AJG ….. AXS RDN LNC FNF MTG MBI PRU WLTW=Bottom (Insurance)
LEIS(34): -0.89% Top=SIX JACK MCD EXPE BYD DNKN DPZ YUM ….. HLT SEAS WYNN LQ SONC SHAK TXRH GPRO=Bottom (Leisure)
DISV(45): -0.98% Top=SERV AMN ROL FDC V INFO RHI ILG ….. JEC ACM URI ZTO ADS R CAR WTW=Bottom (Diversified Services)
HEAL(47): -1.02% Top=ZBH MOH RMD ESRX EW ABMD BCR PRXL ….. IRWD A DXCM MD ALGN CNC THC OPK=Bottom (Health)
RETA(62): -1.05% Top=AEO KORS URBN KSS AMZN HD BABA RH ….. PAG TLRD ETSY AN BBY GME FINL GNC=Bottom (Retail & Specialty Retail)
COHW(37): -1.10% Top=VRSN S LVLT HRS VZ T BCE TMUS ….. NTAP WDC VG QCOM FNSR CIEN ARRS SSYS=Bottom (Computer Hardware/Telecom)
CHEM(25): -1.12% Top=AXTA IFF SHW PAH HUN MON OLN PX ….. GRA APD ASH CF CE ALB POT MOS=Bottom (Chemicals/Fertilizers)
TRAN(26): -1.19% Top=CNI NSC LUV CP JBHT CSX UPS UNP ….. DAL WAB ALK AAL KSU TRN ODFL BRS=Bottom (Transportation)
FINA(92): -1.20% Top=BK APO ACAS ARCC NYCB UMBF EFX FRC ….. WDR JNS OZRK LM BOFI IVZ PSEC OMF=Bottom (Banks/Financials)
COSW(82): -1.29% Top=BR BIDU OTEX FTNT NTES ADP FIS IAC ….. YELP ZEN WUBA TTD FEYE BITA NTNX TWLO=Bottom (Computer Software/Internet)
REAL(104): -1.35% Top=ARR ACC AMH BAM HPT AIV MFA NSA ….. TWO NRZ RLJ CSAL SHO CIM KRC CBL=Bottom (Real Estate)
MATE(26): -1.40% Top=WM RSG VMC WCN SRCL OC LEN PHM ….. PWR CAA FAST KBH EME TPH DAR MDR=Bottom (Materials & Construction)
ENER(94): -1.45% Top=CVI CPG ENLK EPD PSXP CVX WPZ MMP ….. OKS CRZO OII ATW EPE HLX DO BBG=Bottom (Energy)
MANU(38): -1.52% Top=GE DE DCI MHK ATKR DHR ROK AGCO ….. AME ITW ITT BDC ATI KMT MRC DDD=Bottom (Manufacturing)
ELEC(49): -1.90% Top=KLAC ON HIMX TEL MCHP LRCX ADI XLNX ….. OCLR FSLR AMD CSIQ SPWR FIT NVDA PI=Bottom (Electronics/Semis/Equip/Materials/Solar)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 2:35 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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